24 lines
513 B
TypeScript
24 lines
513 B
TypeScript
import type { EquityQuote } from "@islandflow/types";
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export const EQUITY_QUOTES_TABLE = "equity_quotes";
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export const equityQuotesTableDDL = (): string => {
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return `
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CREATE TABLE IF NOT EXISTS ${EQUITY_QUOTES_TABLE} (
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source_ts UInt64,
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ingest_ts UInt64,
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seq UInt64,
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trace_id String,
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ts UInt64,
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underlying_id String,
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bid Float64,
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ask Float64
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)
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ENGINE = MergeTree
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ORDER BY (ts, underlying_id)
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`;
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};
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export const normalizeEquityQuote = (quote: EquityQuote): EquityQuote => {
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return quote;
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};
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